+3,875.0%
AEHR vs SFM
+268.6%
+3,606.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.8% |
| 7D | +23.0% | -8.8% | +31.8% | +23.6% |
| 30D | -19.9% | -14.5% | -5.5% | -19.3% |
| 3M | +0.5% | -16.8% | +17.4% | +1.3% |
| 6M | +123.6% | -5.3% | +128.9% | +121.7% |
| YTD | +364.6% | -9.4% | +374.0% | +361.2% |
| 1Y | +255.3% | -46.2% | +301.5% | +271.1% |
| 3Y | +89.7% | +81.3% | +8.4% | +73.6% |
| 5Y | +827.9% | +211.9% | +616.0% | +698.6% |
| All | +3,875.0% | +268.6% | +3,606.4% | +3,259.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling